Sobolev topologies in semimartingale theory

Evgenii I. Trofimov

Séminaire de probabilités de Strasbourg (1992)

  • Volume: 26, page 596-607

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Trofimov, Evgenii I.. "Sobolev topologies in semimartingale theory." Séminaire de probabilités de Strasbourg 26 (1992): 596-607. <http://eudml.org/doc/113828>.

@article{Trofimov1992,
author = {Trofimov, Evgenii I.},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {Sobolev topologies; Skorokhod space; semimartingale},
language = {eng},
pages = {596-607},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Sobolev topologies in semimartingale theory},
url = {http://eudml.org/doc/113828},
volume = {26},
year = {1992},
}

TY - JOUR
AU - Trofimov, Evgenii I.
TI - Sobolev topologies in semimartingale theory
JO - Séminaire de probabilités de Strasbourg
PY - 1992
PB - Springer - Lecture Notes in Mathematics
VL - 26
SP - 596
EP - 607
LA - eng
KW - Sobolev topologies; Skorokhod space; semimartingale
UR - http://eudml.org/doc/113828
ER -

References

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  1. [DM] Dellacherie ( K.), Meyer ( P.A.). Probabilites et Potentiel, Ch. V-VIII. Paris, Hermann, 1980. MR566768
  2. [Hi] Hirschmann ( I.I.) On multiplier transformations III. Proc. AMS, 13, 1962, 851-857. Zbl0107.32202MR143014
  3. [Lep] Lepingle ( D.). La variation d'ordre p des semimartingales. ZW, 36,1976, 295-316. Zbl0325.60047MR420837
  4. [MeZ] Meyer ( P.A.), Zheng ( W.A.). Tightness criteria for laws of semimartingales. Ann.Inst.H.Poincaré, 20,1984, 353-372. Zbl0551.60046MR771895
  5. [St] Stricker ( Ch.). Lois de semimartingales et criteres de compacite. Sem. Prob. XIX,Lect. Notes Math., Springer, 1123, 1985, 209-217 . Zbl0558.60005MR889478
  6. [T1] Trofimov ( E.I.). Normed supports and limit theorems for semimartingales. Prob.Theory Appl.35, 1990, 515 - 530. (in Russian) Zbl0714.60040MR1091207
  7. [T2] Trofimov ( E.I.). Analysis of Semimartingale Distributions. (in preparation) 

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